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ZKB Put Warrant auf
SIG Combibloc Group AG

ISIN: CH1281049911 Security: 128104991 Symbol: SIGEZZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.11
Change +10.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) -64.52%
1 month -47.62%
3 months -78.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue20.02
Premium0.03%
Premium p.a.0.40%
Leverage15.26
Implied volatility0.28

Reference data

ISIN CH1281049911
Symbol SIGEZZ
Security 128104991
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SIG Combi Grp N, CH0435377954
Underlying ISIN CH0435377954
Strike 19.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 08.12.2023

Key figures

Premium 3.38%
Premium p.a. 39.83%
Leverage 33.17
Implied volatility 28.06%
Moneyness out-of-the-money
Leverage 15.2563
Delta -0.4600
Gamma 0.0508
Theta -0.0019
Rho -0.0016
Vega 0.0044
Fair value 0.12
Intrinsic value n.a.
Break-even 18.42
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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